MEASURING HISTORICAL RISK IN QUARTERLY MILK PRICES

Beth Pride Ford, Wesley Musser and Robert D. Yonkers

Agricultural and Resource Economics Review, 1993, vol. 22, issue 01, 7

Abstract: Various methods have been used to estimate risk indices with historical data. An industry perception of increasing milk price risk over time provides a standard for evaluating several techniques used to measure historical risk. Risk measures from a regression model and an ARIMA model were consistent with the perception of increasing risk.

Keywords: Risk; and; Uncertainty (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (2)

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Related works:
Journal Article: Measuring Historical Risk in Quarterly Milk Prices (1993)
Working Paper: Measuring Historical Risk in Quarterly Milk Prices (1992)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:arerjl:31635

DOI: 10.22004/ag.econ.31635

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